+113.2%
WDC vs RBA
-2.0%
+115.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.1% | -8.8% | -7.0% |
| 7D | -18.3% | +12.7% | -31.0% | -19.8% |
| 30D | -26.7% | +15.5% | -42.2% | -28.4% |
| 3M | -40.9% | -14.0% | -26.9% | -37.3% |
| 6M | -26.8% | -8.8% | -17.9% | -25.3% |
| YTD | +88.2% | -6.9% | +95.1% | +71.4% |
| 1Y | +113.2% | -3.0% | +116.2% | +89.7% |
| All | +113.2% | -2.0% | +115.2% | +89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling